+367.2%
PCAR vs SAN
+347.3%
+20.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -0.5% | +1.8% | -2.3% | -1.1% |
| 30D | -6.2% | +2.0% | -8.2% | -6.8% |
| 3M | +5.9% | +19.7% | -13.8% | -0.3% |
| 6M | +0.4% | +30.6% | -30.2% | -8.4% |
| YTD | +14.8% | +28.8% | -14.0% | +4.5% |
| 1Y | +30.1% | +57.8% | -27.7% | +10.6% |
| 3Y | +66.7% | +338.1% | -271.5% | -2.1% |
| 5Y | +166.1% | +384.2% | -218.1% | +45.5% |
| All | +367.2% | +347.3% | +20.0% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling